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Testing for Purchasing Power Parity in Cointegrated Panels
16 references·0 citing·21 second hop
Testing for Purchasing Power Parity in Cointegrated Panels (2007)Testing for Purchasing Power Parity in Co…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Cointegration Vector Estimati…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Purchasing Power Parity Tests in Cointegrated Panels (2001)Purchasing Power Parity Tests…Likelihood‐based cointegration tests in heterogeneous panels (2001)Likelihood‐based cointegratio…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…A residual-based test of the null of cointegration in panel data (1998)A residual-based test of the …Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Methods for Meta-Analysis (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Analysis of Panel Data (2003)New Simple Tests for Panel Cointegration (2005)Transition Modeling and Econometric Convergence Tests (2007)Econometric Analysis of Panel Data (2021)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)Econometric Analysis of Cross Section and Panel Data (2001)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Fully modified OLS for heterogeneous cointegrated panels (2004)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2003Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*789 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1998A residual-based test of the null of cointegration in panel data675 cited

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2001
Likelihood‐based cointegration tests in heterogeneous panels
580 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
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